ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 16-Jul-2013

Day Change Summary
	Previous	Current
	15-Jul-2013	16-Jul-2013	Change	Change %	Previous Week
Open	83.115	83.245	0.130	0.2%	84.830
High	83.620	83.270	-0.350	-0.4%	84.965
Low	83.035	82.525	-0.510	-0.6%	82.600
Close	83.196	82.637	-0.559	-0.7%	83.163
Range	0.585	0.745	0.160	27.4%	2.365
ATR	0.740	0.740	0.000	0.1%	0.000
Volume	27,749	32,225	4,476	16.1%	208,651

Daily Pivots for day following 16-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.046	84.586	83.047
R3	84.301	83.841	82.842
R2	83.556	83.556	82.774
R1	83.096	83.096	82.705	82.954
PP	82.811	82.811	82.811	82.739
S1	82.351	82.351	82.569	82.209
S2	82.066	82.066	82.500
S3	81.321	81.606	82.432
S4	80.576	80.861	82.227

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	90.671	89.282	84.464
R3	88.306	86.917	83.813
R2	85.941	85.941	83.597
R1	84.552	84.552	83.380	84.064
PP	83.576	83.576	83.576	83.332
S1	82.187	82.187	82.946	81.699
S2	81.211	81.211	82.729
S3	78.846	79.822	82.513
S4	76.481	77.457	81.862

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.925	82.525	2.400	2.9%	0.791	1.0%	5%	False	True	39,155
10	84.965	82.525	2.440	3.0%	0.728	0.9%	5%	False	True	38,481
20	84.965	80.615	4.350	5.3%	0.677	0.8%	46%	False	False	39,464
40	84.965	80.615	4.350	5.3%	0.662	0.8%	46%	False	False	24,462
60	84.965	80.615	4.350	5.3%	0.613	0.7%	46%	False	False	16,352
80	84.965	80.615	4.350	5.3%	0.570	0.7%	46%	False	False	12,284
100	84.965	80.615	4.350	5.3%	0.485	0.6%	46%	False	False	9,849
120	84.965	79.465	5.500	6.7%	0.404	0.5%	58%	False	False	8,207

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.089
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.436
2.618	85.220
1.618	84.475
1.000	84.015
0.618	83.730
HIGH	83.270
0.618	82.985
0.500	82.898
0.382	82.810
LOW	82.525
0.618	82.065
1.000	81.780
1.618	81.320
2.618	80.575
4.250	79.359

Fisher Pivots for day following 16-Jul-2013
Pivot	1 day	3 day
R1	82.898	83.073
PP	82.811	82.927
S1	82.724	82.782

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols